+559.9%
IREN vs AXP
+117.2%
+442.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.3% | -7.6% | -7.6% |
| 7D | -19.3% | -0.6% | -18.7% | -18.9% |
| 30D | -43.9% | +5.0% | -48.9% | -47.0% |
| 3M | -49.1% | -4.2% | -44.8% | -47.4% |
| 6M | -67.8% | +2.9% | -70.7% | -69.5% |
| YTD | -47.8% | -11.6% | -36.2% | -42.7% |
| 1Y | -67.2% | -11.1% | -56.1% | -64.4% |
| All | +559.9% | +117.2% | +442.7% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AXP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling